+17.6%
PM vs A
+16.1%
+1.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +0.9% |
| 7D | -1.3% | -2.1% | +0.8% | -1.5% |
| 30D | -2.6% | +0.6% | -3.2% | -2.5% |
| 3M | +5.8% | +10.9% | -5.1% | +7.0% |
| 6M | +10.6% | +28.2% | -17.6% | +13.0% |
| YTD | +17.2% | +8.6% | +8.6% | +18.9% |
| 1Y | +17.6% | +15.5% | +2.1% | +22.0% |
| All | +17.6% | +16.1% | +1.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling